+35.1%
ELV vs ALM
+318.3%
-283.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | +3.3% | -2.6% | +5.9% | +3.4% |
| 30D | +4.2% | +32.0% | -27.8% | +3.5% |
| 3M | -0.1% | -15.0% | +15.0% | -0.4% |
| 6M | +41.3% | -10.1% | +51.4% | +39.7% |
| YTD | +17.4% | +99.4% | -82.0% | +12.0% |
| 1Y | +35.1% | +316.4% | -281.3% | +35.1% |
| All | +35.1% | +318.3% | -283.3% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling